+318.0%
CORZ vs VIVK
-100.0%
+418.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.6% | +8.3% | -1.0% |
| 7D | +26.4% | -38.6% | +65.0% | +27.6% |
| 30D | -6.8% | -87.7% | +80.9% | -1.6% |
| 3M | -31.1% | -98.9% | +67.8% | -23.1% |
| 6M | -36.9% | -100.0% | +63.1% | -24.2% |
| YTD | -1.2% | -100.0% | +98.7% | +14.3% |
| 1Y | -12.5% | -100.0% | +87.5% | +9.9% |
| All | +318.0% | -100.0% | +418.0% | +383.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VIVK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling